Does the game load? The first time you run it the screen res is changed to VGA. Usually if there is a problem with the program, you are returned back to your desktop and original resolution. It may be that the game hasn't done this. The only reason I have found for the game to crash is if you don't have a soundcard installed.

Check the minimum requirements: (You NEED a soundcard for the download)

Hardware Requirements 

Pentium 200 MHz or higher processor or equivalent processor 
32 MB memory (RAM) 
VGA 256-color, 800 x 600 display 
Mouse or compatible pointing device. 

Recommended System Requirements 

Pentium 500 MHz or higher processor or equivalent processor 
64 MB memory (RAM) 
16-bit color at 1024 x 768 display 
Sound card plus speakers or headphones (for games that require audio) 
56 Kbps Internet access 
Mouse or compatible pointing device. 

to be honest i do not see why you need a sound card for things though lol, plus a sound card is provided with the computer in most cases anyway lol

16-bit color at 1024 x 768 display 

if u have windows XP:

Right Click >> Properties >> Settings >> change 32 bits to 16 bits.